Stochastic Volatility: Origins and Overview
| Year of publication: |
2008-05-03
|
|---|---|
| Authors: | Shephard, Neil ; Andersen, Torben |
| Institutions: | Economics Group, Nuffield College, University of Oxford |
| Extent: | application/pdf |
|---|---|
| Series: | |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Notes: | Number 2008-W04 21 pages |
| Source: |
Persistent link: https://www.econbiz.de/10005730320